+95.0%
AMDL vs SPY
+53.9%
+41.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.4% | +9.6% | +11.0% |
| 7D | +4.5% | +0.1% | +4.4% | +3.7% |
| 30D | -4.4% | +0.1% | -4.5% | -5.0% |
| 3M | -30.5% | +2.0% | -32.5% | -30.3% |
| 6M | +300.9% | +13.0% | +287.9% | +179.5% |
| YTD | +219.9% | +13.5% | +206.4% | +125.0% |
| 1Y | +374.7% | +20.0% | +354.7% | +185.0% |
| All | +95.0% | +53.9% | +41.1% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling